CHICAGO, March 2 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives marketplace, today announced that February volume averaged 12.5 million contracts per day, up 17 percent from February 2009. Total volume was 238 million contracts for February, of which a record 84 percent was traded electronically. Electronic volume averaged 10.5 million contracts per day, up 23 percent from the prior February. Average daily volume cleared through CME ClearPort was 467,000 contracts for February 2010, down 26 percent compared with February 2009. The rolling three-month ClearPort rate per contract through January is up 9 percent, even though the rolling three-month ClearPort average daily volume is down 2 percent in the same period due to a product mix shift and the wide variance in rate per contract for individual CME ClearPort products.

In February 2010, CME Group interest rate volume averaged 5.7 million contracts per day, up 37 percent compared with the prior February, and up 19 percent sequentially. Treasury futures volume averaged 2.7 million contracts per day, up 55 percent compared with the same period in 2009, and Treasury options volume averaged 273,000 contracts per day, up 14 percent. Eurodollar futures volume averaged 2.0 million contracts per day, up 28 percent versus February 2009, while Eurodollar options volume averaged 615,000 contracts per day, up 6 percent.

CME Group equity index volume averaged 3.0 million contracts per day, down 14 percent from February 2009, but up 3 percent from January 2010. CME Group foreign exchange (FX) volume averaged 931,000 contracts per day, up 82 percent compared with the same period a year ago, reflecting average daily notional value of approximately $121 billion, an all time record for both daily notional and volume.

CME Group energy volume averaged 1.7 million contracts per day, up 5 percent compared with February 2009. CME Group commodities and alternative investments volume averaged 913,000 contracts per day, up 16 percent from the prior February. CME Group metals volume averaged 338,000 contracts per day, up 57 percent compared with the same period last year.

Average daily volume and rate per contract figures from 2008 have been revised due to standardizing NYMEX reporting conventions to follow CME's treatment of post-trade transactions such as exercises, assignments and deliveries.

All references to CME Group volume and rate per contract information in the text of this document exclude our non-traditional TRAKRS products, for which CME Group receives significantly lower clearing fees than other CME Group products, HuRLO products and credit default swap clearing.

    
    
    
    MONTHLY AVERAGE DAILY VOLUME (ADV)
    
    
                             Total Exchange Pro Forma ADV
                     (CME, CBOT and NYMEX combined, in thousands)
    
                                            Feb 2010      Feb 2009
                                            --------      --------
    Trading Days                               19            19
    
                                                                     Percent
    PRODUCT LINE                            Feb 2010      Feb 2009   Change
                                            --------      --------   -------
    Interest Rates                           5,671         4,143       37%
    Equity Index                             2,956         3,436      -14%
    FX                                         931           512       82%
    Energy (including CME ClearPort)         1,706*        1,621        5%
    Commodities and Alt. Inv.                  913           789       16%
    Metals (including CME ClearPort)           338           216       57%
                                               ---           ---       --
         Total                              12,515        10,717       17%
    
                                                                     Percent
    VENUE                                   Feb 2010      Feb 2009   Change
                                            --------      --------   ------
    Open outcry                              1,354         1,393       -3%
    CME Globex                              10,476         8,519       23%
    Privately negotiated                       218           171       28%
    CME ClearPort (OTC)                        467           634      -26%
    
    *The PJM daily electricity swap futures contracts, which have an average
    rate per contract of approximately 10 cents, averaged 63,707 in February
    2010. This accounted for approximately 4 percent of the total Energy
    volume in February 2010, down from 5 percent in January 2010.
    
    
    

    
    
    ROLLING THREE-MONTH AVERAGES
    
    Average Daily Volume (In thousands)
    
    
                                       3-Month Period Ending
    PRODUCT LINE               Feb-10    Jan-10    Dec-09    Nov-09
    Interest Rates              4,728     4,453     4,368     4,538
    Equity Index                2,662     2,510     2,514     2,770
    FX                            824       777       754       761
    Energy                      1,592     1,531     1,564     1,605
    Commodities/Alt.
     Investments                  758       744       750       761
    Metals                        319       331       292       276
                                  ---       ---       ---       ---
         Total                 10,884    10,346    10,243    10,711
    
    VENUE                      Feb-10    Jan-10    Dec-09    Nov-09
    Open outcry                 1,245     1,252     1,210     1,272
    Electronic                  8,996     8,478     8,399     8,781
    Privately negotiated          185       171       170       165
    CME ClearPort (OTC)           459       446       464       494
    
    
    

    
    
    Average Rate Per Contract (In dollars)
    
                                      3-Month Period Ending
    PRODUCT LINE               Jan-10    Dec-09    Nov-09   Oct-09
    Interest Rates              0.511     0.509     0.506    0.502
    Equity Index                0.735     0.733     0.722    0.715
    FX                          0.817     0.816     0.802    0.824
    Energy                      1.637     1.606     1.628    1.645
    Commodities/Alt.
     Investments                1.267     1.278     1.259    1.244
    Metals                      1.851     1.872     1.898    1.868
                                -----     -----     -----    -----
         Total                  0.852     0.849     0.840    0.831
    
    VENUE                      Jan-10    Dec-09    Nov-09   Oct-09
    Exchange-Traded             0.784     0.783     0.772    0.763
    CME ClearPort (OTC)         2.366     2.236     2.244    2.211
    
    

As the world's largest and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex® electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort®. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets.

The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex, E-mini and CME ClearPort are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. NYMEX and New York Mercantile Exchange are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. All other trademarks are the property of their respective owners. Further information about CME Group (Nasdaq: CME) and its products can be found at www.cmegroup.com.

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SOURCE CME Group